-44.4%
TOST vs EOG
+160.1%
-204.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +4.0% | -6.0% | +10.0% | +5.6% |
| 30D | +11.1% | +0.9% | +10.2% | +10.2% |
| 3M | +0.8% | +10.9% | -10.1% | -2.8% |
| 6M | +38.8% | +15.8% | +23.0% | +30.6% |
| YTD | -2.1% | +45.8% | -47.9% | -15.8% |
| 1Y | -6.0% | +45.3% | -51.3% | -19.2% |
| 3Y | +149.8% | +36.2% | +113.6% | +118.2% |
| 5Y | -42.8% | +94.0% | -136.7% | -55.4% |
| All | -44.4% | +160.1% | -204.4% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EOG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling